Discussion of article "Category Theory in MQL5 (Part 6): Monomorphic Pull-Backs and Epimorphic Push-Outs"
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New article Category Theory in MQL5 (Part 6): Monomorphic Pull-Backs and Epimorphic Push-Outs has been published:
Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
To illustrate this let’s consider a cone with the product domain Y, factor domain X, factor domain A, and the pull-back domain; having EURJPY, EURUSD, USDJPY, and USDX (Dollar-Index) correlation values of the most recent N bars to the prior N bars respectively.
The value of N can be selected from quantile buckets that follow Fibonacci sequence. In our case we will use five values namely 3,5,8,13, and 21. So each domain will have correlations that use each of these periods. These values do change from time to time which is why ontology logs help record all these values for each time. So, an ontology log would therefore have a cone for each period.
We will not use the ontology logs for this article, however we will compute and present tester logs of the values of various cones over a period of 6 months on the weekly timeframe.
Author: Stephen Njuki